Generalized inverse

From Wikipedia, the free encyclopedia
  (Redirected from Pseudo inverse)
Jump to: navigation, search
"Pseudoinverse" redirects here. For the Moore–Penrose pseudoinverse, sometimes referred to as "the pseudoinverse", see Moore–Penrose pseudoinverse.

In mathematics, a generalized inverse of a matrix A is a matrix that has some properties of the inverse matrix of A but not necessarily all of them. Formally, given a matrix and a matrix , is a generalized inverse of if it satisfies the condition .

The purpose of constructing a generalized inverse is to obtain a matrix that can serve as the inverse in some sense for a wider class of matrices than invertible matrices. A generalized inverse exists for an arbitrary matrix, and when a matrix has an inverse, then this inverse is its unique generalized inverse. Some generalized inverses can be defined in any mathematical structure that involves associative multiplication, that is, in a semigroup.

Motivation for the generalized inverse[edit]

Consider the linear system

where is an matrix and , the range space of . If the matrix is nonsingular, then will be the solution of the system. Note that, if a matrix is nonsingular, then

Suppose the matrix is singular, or . Then we need a right candidate of order such that for all ,

That is, is a solution of the linear system . Equivalently, we need a matrix of order such that

Hence we can define the generalized inverse as follows: Given an matrix , an matrix is said to be a generalized inverse of if

Construction of generalized inverse[edit]

The following characterizations are easy to verify:

  1. If is a rank factorization, then is a g-inverse of , where is a right inverse of and is left inverse of .
  2. If for any non-singular matrices and , then is a generalized inverse of for arbitrary and .
  3. Let be of rank . Without loss of generality, let
where is the non-singular submatrix of . Then,
is a g-inverse of .

Types of generalized inverses[edit]

The Penrose conditions are used to define different generalized inverses for and :

If satisfies the first condition, then it is a generalized inverse of . If it satisfies the first two conditions, then it is a generalized reflexive inverse of . If it satisfies all four conditions, then it is a Moore–Penrose pseudoinverse of .

Other kinds of generalized inverse include:

  • One-sided inverse (left inverse or right inverse): If the matrix has dimensions and is full rank, then use the left inverse if and the right inverse if .
    • Left inverse is given by , i.e., , where is the identity matrix.
    • Right inverse is given by , i.e., , where is the identity matrix.
  • Drazin inverse
  • Bott–Duffin inverse
  • Moore–Penrose pseudoinverse

Uses[edit]

Any generalized inverse can be used to determine whether a system of linear equations has any solutions, and if so to give all of them.[1] If any solutions exist for the n × m linear system

,

with vector of unknowns and vector of constants, all solutions are given by

,

parametric on the arbitrary vector , where is any generalized inverse of . Solutions exist if and only if is a solution, that is, if and only if .

See also[edit]

Notes[edit]

  1. ^ James, M. (June 1978). "The generalised inverse". Mathematical Gazette. 62: 109–114. doi:10.2307/3617665. 

References[edit]

  • Ben-Israel, Adi; Greville, Thomas N.E. (2003). Generalized inverses. Theory and applications (2nd ed.). New York, NY: Springer. ISBN 0-387-00293-6. 
  • Campbell, S. L.; Meyer, C. D. (1991). Generalized Inverses of Linear Transformations. Dover. ISBN 978-0-486-66693-8. 
  • Nakamura, Yoshihiko (1991). * Advanced Robotics: Redundancy and Optimization. Addison-Wesley. ISBN 0201151987. 
  • Rao, C. R.; Rao, C. Radhakrishna; Mitra, Sujit Kumar (1971). Generalized Inverse of Matrices and its Applications. New York: John Wiley & Sons. p. 240. ISBN 0-471-70821-6. 
  • Zheng, B; Bapat, R. B. (2004). "Generalized inverse A(2)T,S and a rank equation". Applied Mathematics and Computation. 155: 407–415. doi:10.1016/S0096-3003(03)00786-0.